4.5 Article

Polynomial calculation of the Shapley value based on sampling

Journal

COMPUTERS & OPERATIONS RESEARCH
Volume 36, Issue 5, Pages 1726-1730

Publisher

PERGAMON-ELSEVIER SCIENCE LTD
DOI: 10.1016/j.cor.2008.04.004

Keywords

Game theory; Shapley value; Sampling algorithm

Funding

  1. Plan Nacional de l + D + i of the Spanish Government [MTM2005-09184-C02-01]

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In this paper we develop a polynomial method based on sampling theory that can be used to estimate the Shapley value (or any semivalue) for cooperative games. Besides analyzing the complexity problem, we examine some desirable statistical properties of the proposed approach and provide some computational results. (C) 2008 Elsevier Ltd. All rights reserved.

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